BNP Paribas Call 40 HPQ 19.12.202.../  DE000PC6NUD0  /

Frankfurt Zert./BNP
2024-05-17  5:05:13 PM Chg.-0.010 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.190EUR -5.00% 0.190
Bid Size: 46,000
0.210
Ask Size: 46,000
HP Inc 40.00 USD 2025-12-19 Call
 

Master data

WKN: PC6NUD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: HP Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.00
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -0.82
Time value: 0.22
Break-even: 39.01
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 10.00%
Delta: 0.37
Theta: 0.00
Omega: 4.79
Rho: 0.13
 

Quote data

Open: 0.200
High: 0.200
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.200 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -